Create Outlook 2016 rules that will run from the Exchange server & not client only

I am supporting a group of users who want to create certain Outlook 2016 rules that will move incoming emails from the Inbox to a certain subfolder and that will run whether the Outlook 2016 client is running or not. Office 365 is being used as the email server.

The problem is that whenever the users create these rules these rules always say "(client-only)" (see the screenshot).

What needs to be done to fix this so that these rules will run on the Exchange server and will run whether or not the Outlook 2016 client is running?

Those rules are created on the Client side (In short, in outlook) so they are attached to it.
The server rules are called "Transport rules" and it works for different things other than the management of a single or multiple mailboxes

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IT GuyNetwork EngineerAuthor Commented: 2017-11-29

If I remove the requirement to play the sound will this rule be able to become an Office 365 Exchange server rule so that it will run even if Outlook on the client computer is not running?